ROI (%) : 84.35 % in 1 Months
Net Profit [A]: 72,96,310.00
Risk-Reward [A] vs [C]: 1:12
Least DrawDown [B]:
(Max. Expected Loss)
-6,01,950
Underwater [C]:
(Max. Loss Booked)
-4,09,597 (-4.74% )
Total Symbols : 173
Portfolio Accuracy : 79.77 (138/173)
Avg. P/L per Trading Day : 3,64,816
Strategy Name : SIGMA Sys v1
Period Tested : 01/09/16 -- 30/09/16


* This is a brief backtest report showing ACTUAL PROFIT/LOSS in INR (including trading cost of .02% single Leg). If you want to see the real AmiBroker report, Click on any Symbol Name of your Choice.


Sl # Symbol Name Profit/Loss ROI for 50K
1 ABIRLANUVO-I 18,950.00 38%
2 ACC-I 12,874.00 26%
3 ADANIENT-I 25,260.00 51%
4 ADANIPORTS-I 54,224.00 108%
5 ADANIPOWER-I 1,10,400.00 221%
6 AJANTPHARM-I -11,456.00 -23%
7 ALBK-I 80,160.00 160%
8 AMARAJABAT-I 36,552.00 73%
9 AMBUJACEM-I -273.00 -1%
10 ANDHRABANK-I 68,800.00 138%
11 APOLLOHOSP-I -27,292.00 -55%
12 APOLLOTYRE-I 89,100.00 178%
13 ARVIND-I 87,380.00 175%
14 ASHOKLEY-I 1,46,370.00 293%
15 ASIANPAINT-I -64,008.00 -128%
16 AUROPHARMA-I 55,237.00 110%
17 AXISBANK-I 84,680.00 169%
18 BAJAJ-AUTO-I 61,288.00 123%
19 BANKBARODA-I 93,248.00 186%
20 BANKINDIA-I 33,810.00 68%
21 BANKNIFTY-I 25,063.00 50%
22 BATAINDIA-I 61,390.00 123%
23 BEL-I -22,239.00 -44%
24 BEML-I 32,435.00 65%
25 BHARATFIN-I 195.00 0%
26 BHARATFORG-I 30,035.00 60%
27 BHARTIARTL-I 300.00 1%
28 BHEL-I 86,280.00 173%
29 BIOCON-I -12,947.00 -26%
30 BOSCHLTD-I 7,597.00 15%
31 BPCL-I -5,130.00 -10%
32 BRITANNIA-I -20,232.00 -40%
33 CADILAHC-I 40,695.00 81%
34 CAIRN-I 42,870.00 86%
35 CANBK-I 46,900.00 94%
36 CASTROLIND-I 61,853.00 124%
37 CEATLTD-I 2,30,216.00 460%
38 CENTURYTEX-I 23,944.00 48%
39 CESC-I 61,430.00 123%
40 CIPLA-I -12,208.00 -24%
41 COALINDIA-I -19,140.00 -38%
42 COLPAL-I 20,640.00 41%
43 CONCOR-I -40,268.00 -81%
44 CROMPGREAV-I 28,830.00 58%
45 CUMMINSIND-I -29,436.00 -59%
46 DABUR-I 25,440.00 51%
47 DHFL-I 1,20,956.00 242%
48 DISHTV-I 82,950.00 166%
49 DIVISLAB-I 10,512.00 21%
50 DLF-I -14,950.00 -30%
51 DRREDDY-I -24,686.00 -49%
52 EICHERMOT-I 73,612.00 147%
53 ENGINERSIN-I 29,546.00 59%
54 EXIDEIND-I -49,096.00 -98%
55 FEDERALBNK-I 8,560.00 17%
56 GAIL-I 34,370.00 69%
57 GLENMARK-I 8,440.00 17%
58 GMRINFRA-I 1,12,320.00 225%
59 GODREJCP-I 49,664.00 99%
60 GODREJIND-I 1,01,140.00 202%
61 GRANULES-I 86,500.00 173%
62 GRASIM-I 59,393.00 119%
63 HAVELLS-I 79,660.00 159%
64 HCLTECH-I -3,768.00 -8%
65 HDFC-I 13,440.00 27%
66 HDFCBANK-I -21,175.00 -42%
67 HDIL-I 19,440.00 39%
68 HEROMOTOCO-I 85,670.00 171%
69 HEXAWARE-I 35,220.00 70%
70 HINDALCO-I 1,83,750.00 368%
71 HINDPETRO-I 5,09,094.00 1018%
72 HINDUNILVR-I -11,958.00 -24%
73 HINDZINC-I 39,552.00 79%
74 IBREALEST-I 1,57,770.00 316%
75 IBULHSGFIN-I 8,640.00 17%
76 ICICIBANK-I 18,139.00 36%
77 ICIL-I 46,565.00 93%
78 IDBI-I 89,680.00 179%
79 IDEA-I 41,250.00 82%
80 IDFC-I 30,657.00 61%
81 IFCI-I 95,000.00 190%
82 IGL-I 74,448.00 149%
83 INDIACEM-I 61,380.00 123%
84 INDUSINDBK-I -3,534.00 -7%
85 INFRATEL-I 28,691.00 57%
86 INFY-I 6,565.00 13%
87 IOC-I -50,520.00 -101%
88 IRB-I 1,596.00 3%
89 ITC-I 2,160.00 4%
90 JETAIRWAYS-I 31,635.00 63%
91 JINDALSTEL-I 1,53,720.00 307%
92 JISLJALEQS-I 1,63,280.00 327%
93 JPASSOCIAT-I 1,05,600.00 211%
94 JSWENERGY-I 72,180.00 144%
95 JSWSTEEL-I 39,786.00 80%
96 JUBLFOOD-I 45,231.00 90%
97 JUSTDIAL-I 39,480.00 79%
98 KOTAKBANK-I -42,308.00 -85%
99 KPIT-I 36,000.00 72%
100 KSCL-I -35,678.00 -71%
101 KTKBANK-I 8,480.00 17%
102 L&TFH-I 1,38,720.00 277%
103 LICHSGFIN-I 73,799.00 148%
104 LT-I 34,818.00 70%
105 LUPIN-I -48,186.00 -96%
106 M&M-I 976.00 2%
107 M&MFIN-I 62,380.00 125%
108 MARICO-I 27,872.00 56%
109 MARUTI-I 1,660.00 3%
110 MCDOWELL-N-I -38,525.00 -77%
111 MCLEODRUSS-I 34,584.00 69%
112 MINDTREE-I -36,192.00 -72%
113 MOTHERSUMI-I 33,510.00 67%
114 MRF-I 2,14,721.00 429%
115 NCC-I 33,440.00 67%
116 NHPC-I 62,100.00 124%
117 NIFTY-I 15,479.00 31%
118 NIITTECH-I 11.00 0%
119 NMDC-I 53,550.00 107%
120 NTPC-I 32,200.00 64%
121 OFSS-I -33,284.00 -67%
122 OIL-I -48,060.00 -96%
123 ONGC-I 1,00,400.00 201%
124 ORIENTBANK-I 80,550.00 161%
125 PAGEIND-I -1,52,033.00 -304%
126 PCJEWELLER-I 16,133.00 32%
127 PETRONET-I 76,860.00 154%
128 PFC-I 5,400.00 11%
129 PIDILITIND-I 12,350.00 25%
130 PNB-I 48,240.00 96%
131 POWERGRID-I 10,360.00 21%
132 PTC-I 98,640.00 197%
133 RCOM-I 50,160.00 100%
134 RECLTD-I 2,77,080.00 554%
135 RELCAPITAL-I 40,020.00 80%
136 RELIANCE-I -14,120.00 -28%
137 RELINFRA-I 63,193.00 126%
138 RPOWER-I 25,680.00 51%
139 SAIL-I 65,340.00 131%
140 SBIN-I 47,360.00 95%
141 SIEMENS-I 13,224.00 26%
142 SINTEX-I 19.00 0%
143 SOUTHBANK-I 1,04,500.00 209%
144 SRF-I 70,512.00 141%
145 SRTRANSFIN-I 23,982.00 48%
146 STAR-I -49,128.00 -98%
147 SUNPHARMA-I -9,930.00 -20%
148 SUNTV-I 1,71,720.00 343%
149 SYNDIBANK-I 5,000.00 10%
150 TATACHEM-I -13,563.00 -27%
151 TATACOMM-I 15,840.00 32%
152 TATAELXSI-I 11,544.00 23%
153 TATAGLOBAL-I 18,680.00 37%
154 TATAMOTORS-I 39,585.00 79%
155 TATAMTRDVR-I 72,912.00 146%
156 TATAPOWER-I 35,520.00 71%
157 TATASTEEL-I 71,140.00 142%
158 TCS-I 1,464.00 3%
159 TECHM-I 10,210.00 20%
160 TITAN-I 45,735.00 91%
161 TORNTPHARM-I -14,764.00 -30%
162 TV18BRDCST-I 1,29,200.00 258%
163 TVSMOTOR-I 96,440.00 193%
164 UBL-I 1,19,770.00 240%
165 ULTRACEMCO-I 18,270.00 37%
166 UNIONBANK-I 58,410.00 117%
167 UPL-I 1,24,940.00 250%
168 VEDL-I 46,280.00 93%
169 VOLTAS-I 22,000.00 44%
170 WIPRO-I -57,160.00 -114%
171 WOCKPHARMA-I 7,305.00 15%
172 YESBANK-I 2,04,617.00 409%
173 ZEEL-I -29,016.00 -58%
Total 72,96,310.00 84.84%